thisform.LabelX = CreateObject( "label" )You can not make this label visible, nor will it respond to mouse clicks. The label object itself does not have a valid object reference in the .Parent property. You are responsible to set thisform.LabelX = .null. at some point during the destruct sequence to properly clean up the object. The form.Objects[] collection does not contain a reference to the label. The same comments apply if you use NewObject() instead of CreateObject().
thisform.AddObject( "LabelY", "label" ) thisform.Visible = .t.The object LabelY can receive UI events, it's .Parent property references the form. You can access the label via the form.Objects[] collection. When the form destructs it will automatically take care of the destruction of the object.